Downside risk optimization with random targets and portfolio amplitude
Zinoviy Landsman, Udi Makov, Jing Yao and Ming Zhou
| Year of publication: |
2022
|
|---|---|
| Authors: | Landsman, Zinoviy ; Makov, Udi ; Yao, Jing ; Zhou, Ming |
| Subject: | downside risk | investment behavior | portfolio amplitude | Portfolio management | Portfolio-Management | Portfolio selection | Kapitalanlage | Financial investment | Theorie | Theory | Anlageverhalten | Behavioural finance | Risikomaß | Risk measure | Mathematische Optimierung | Mathematical programming |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2021.1991421 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013532255